The idea of lords has been mentioned before, and hearing it again makes him file it away for later investigation. Seems it's still a regular form of hierarchical organization, in some parts of the world (or, perhaps, in some worlds entirely).

"Just a Soldier." An understatement of course; anyone who doesn't know the significance of the Winter Soldier likely won't recognize the layers of meaning in that statement. But he's not about to abound on his own personal history, and certainly not for a stranger. He's got enough to try to get all of the pieces straight in his own head, even if he felt inclined to share them with another.